Ayala Corp Stock Forecast - Polynomial Regression

AC Stock   642.00  17.50  2.65%   
The Polynomial Regression forecasted value of Ayala Corp on the next trading day is expected to be 609.90 with a mean absolute deviation of 13.14 and the sum of the absolute errors of 801.74. Ayala Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Ayala Corp stock prices and determine the direction of Ayala Corp's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Ayala Corp's historical fundamentals, such as revenue growth or operating cash flow patterns.
  
Ayala Corp polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for Ayala Corp as well as the accuracy indicators are determined from the period prices.

Ayala Corp Polynomial Regression Price Forecast For the 25th of November

Given 90 days horizon, the Polynomial Regression forecasted value of Ayala Corp on the next trading day is expected to be 609.90 with a mean absolute deviation of 13.14, mean absolute percentage error of 280.54, and the sum of the absolute errors of 801.74.
Please note that although there have been many attempts to predict Ayala Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Ayala Corp's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Ayala Corp Stock Forecast Pattern

Backtest Ayala CorpAyala Corp Price PredictionBuy or Sell Advice 

Ayala Corp Forecasted Value

In the context of forecasting Ayala Corp's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Ayala Corp's downside and upside margins for the forecasting period are 608.00 and 611.80, respectively. We have considered Ayala Corp's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value
642.00
608.00
Downside
609.90
Expected Value
611.80
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of Ayala Corp stock data series using in forecasting. Note that when a statistical model is used to represent Ayala Corp stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information Criteria123.7472
BiasArithmetic mean of the errors None
MADMean absolute deviation13.1432
MAPEMean absolute percentage error0.0199
SAESum of the absolute errors801.7352
A single variable polynomial regression model attempts to put a curve through the Ayala Corp historical price points. Mathematically, assuming the independent variable is X and the dependent variable is Y, this line can be indicated as: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm

Predictive Modules for Ayala Corp

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Ayala Corp. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
640.10642.00643.90
Details
Intrinsic
Valuation
LowRealHigh
563.06564.96706.20
Details
Bollinger
Band Projection (param)
LowMiddleHigh
631.33647.83664.33
Details

Other Forecasting Options for Ayala Corp

For every potential investor in Ayala, whether a beginner or expert, Ayala Corp's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Ayala Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Ayala. Basic forecasting techniques help filter out the noise by identifying Ayala Corp's price trends.

Ayala Corp Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Ayala Corp stock to make a market-neutral strategy. Peer analysis of Ayala Corp could also be used in its relative valuation, which is a method of valuing Ayala Corp by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Ayala Corp Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Ayala Corp's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Ayala Corp's current price.

Ayala Corp Market Strength Events

Market strength indicators help investors to evaluate how Ayala Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ayala Corp shares will generate the highest return on investment. By undertsting and applying Ayala Corp stock market strength indicators, traders can identify Ayala Corp entry and exit signals to maximize returns.

Ayala Corp Risk Indicators

The analysis of Ayala Corp's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Ayala Corp's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting ayala stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Other Information on Investing in Ayala Stock

Ayala Corp financial ratios help investors to determine whether Ayala Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ayala with respect to the benefits of owning Ayala Corp security.